2026/7/13
Abdulhamid Zahedi

Abdulhamid Zahedi

Academic rank: Associate Professor
ORCID:
Education: PhD.
H-Index:
Faculty: Faculty ofٍٍ Electrical Engineering
ScholarId:
E-mail: zahedi [at] kut.ac.ir
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Research

Title
Noise Covariance Matrix Estimation in Target Tracking in Three Approaches: n-step Prediction, Kalman Gain Covariance and Gamma-distribution of Noise Statistics
Type
JournalPaper
Keywords
Noise Covariance Matrix Estimation, Target Tracking, n-step Prediction, Kalman Gain Covariance, Gamma-distribution
Year
2026
Journal Iranian Journal of Electrical and Electronic Engineering
DOI
Researchers sahbasadat rajamand ، Abdulhamid Zahedi

Abstract

Noise parameters in many target tracking projects are assumed as known factors which is a main challenge because of uncertainty in measurement and statemodel noise. Thus, many papers are focused on the accurate estimation of noise statistics. This paper is concentrated on this subject where it is tried to present three simple efficient methods in this regard. Estimation using n-step prediction, applying Kalman filter covariance and using Gamma distribution for noise parameters are the main concepts of the three proposed methods. Simulation results show the efficiency of all methods compared to other methods in the literature where the Gamma-distributionbased method is the most efficient work among other suggested ones in term of estimation error.